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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Spillovers between sovereign CDS and exchange rate markets: The role of market fear
Qianqian Feng, Xiaolei Sun, Chang Liu, et al.
The North American Journal of Economics and Finance (2020) Vol. 55, pp. 101308-101308
Closed Access | Times Cited: 42

Showing 1-25 of 42 citing articles:

The nexus between COVID-19 fear and stock market volatility
Weiqing Li, Fengsheng Chien, Hafiz Waqas Kamran, et al.
Economic Research-Ekonomska Istraživanja (2021) Vol. 35, Iss. 1, pp. 1765-1785
Open Access | Times Cited: 201
Modeling the global sovereign credit network under climate change
Lu Yang, Shigeyuki Hamori
International Review of Financial Analysis (2023) Vol. 87, pp. 102618-102618
Closed Access | Times Cited: 28
Mapping fear in financial markets: Insights from dynamic networks and centrality measures
Muhammad Abubakr Naeem, Arunachalam Senthilkumar, Nadia Arfaoui, et al.
Pacific-Basin Finance Journal (2024) Vol. 85, pp. 102368-102368
Closed Access | Times Cited: 12
What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?
Qianqian Feng, Yijing Wang, Xiaolei Sun, et al.
Global Finance Journal (2022) Vol. 56, pp. 100773-100773
Closed Access | Times Cited: 33
Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective
Wei-Qiang Huang, Peipei Liu
International Review of Financial Analysis (2023) Vol. 90, pp. 102875-102875
Closed Access | Times Cited: 17
Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict
Yiran Shen, Qianqian Feng, Xiaolei Sun
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102204-102204
Closed Access | Times Cited: 7
Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries
Zhipeng He, Shuguang Zhang
Finance research letters (2024) Vol. 62, pp. 105267-105267
Closed Access | Times Cited: 6
Forecasting China’s sovereign CDS with a decomposition reconstruction strategy
Jianping Li, Jun Hao, Xiaolei Sun, et al.
Applied Soft Computing (2021) Vol. 105, pp. 107291-107291
Closed Access | Times Cited: 35
Introspecting predictability of market fear in Indian context during COVID-19 pandemic: An integrated approach of applied predictive modelling and explainable AI
Indranil Ghosh, Manas Kumar Sanyal
International Journal of Information Management Data Insights (2021) Vol. 1, Iss. 2, pp. 100039-100039
Open Access | Times Cited: 33
Critical Factors Influencing Cost Overrun in Construction Projects: A Fuzzy Synthetic Evaluation
Wenwen Xie, Bin-Chao Deng, Yilin Yin, et al.
Buildings (2022) Vol. 12, Iss. 11, pp. 2028-2028
Open Access | Times Cited: 23
Investor sentiment and the Chinese new energy stock market: A risk–return perspective
Yiran Shen, Chang Liu, Xiaolei Sun, et al.
International Review of Economics & Finance (2022) Vol. 84, pp. 395-408
Closed Access | Times Cited: 23
Quadrant categorization of spillover determinants of sovereign risk of BRICIT nations: a Bayesian approach
Pawan Kumar, Vipul Kumar Singh
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Uncertainty, Risk, and Opaque Stock Markets
José Gabriel Astaíza-Gómez
International Journal of Financial Studies (2025) Vol. 13, Iss. 1, pp. 35-35
Open Access
Modelling international sovereign risk information spillovers: A multilayer network approach
Peipei Liu, Wei-Qiang Huang
The North American Journal of Economics and Finance (2022) Vol. 63, pp. 101794-101794
Closed Access | Times Cited: 21
Time-frequency comovements between sovereign CDS and exchange rates: The role of sentiments
Chang Liu, Xiaolei Sun, Jianping Li
Global Finance Journal (2022) Vol. 56, pp. 100775-100775
Closed Access | Times Cited: 19
Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic
Remzi Gök, Elie Bouri, Eray Gemi̇ci̇
Research in International Business and Finance (2023) Vol. 66, pp. 102023-102023
Closed Access | Times Cited: 11
Sovereign debt and sovereign risk: a systematic review and meta-analysis
Xiaolei Sun, Yiran Shen, Guowen Li
Applied Economics (2024), pp. 1-17
Closed Access | Times Cited: 3
Sovereign default network and currency risk premia
Lu Yang, Lei Yang, Xue Cui
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 8
Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models
Zimo Chen, Guifen Shi, Boyang Sun
Empirical Economics (2024) Vol. 67, Iss. 6, pp. 2463-2502
Closed Access | Times Cited: 2
Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
Zixin Liu, Jun Hu, Shuguang Zhang, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102249-102249
Closed Access | Times Cited: 2
Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis
Qunwei Wang, Mengmeng Liu, Ling Xiao, et al.
International Review of Financial Analysis (2022) Vol. 80, pp. 102025-102025
Closed Access | Times Cited: 9
Return and Volatility Spillovers among Sector Indexes in Shanghai-Shenzhen-Hong Kong Stock Markets: Evidence from the Time and Frequency Domains
Wei Chen, Rui Li, Yinhong Yao
Emerging Markets Finance and Trade (2022) Vol. 58, Iss. 13, pp. 3840-3852
Closed Access | Times Cited: 9
The Global Financial Cycle and country risk in emerging markets during stress episodes: A Copula-CoVaR approach
Luis Fernando Melo‐Velandia, José Vicente Romero-Chamorro, Mahicol Stiben Ramírez-González
Research in International Business and Finance (2024) Vol. 73, pp. 102601-102601
Closed Access | Times Cited: 1
CDS, Faiz ve Döviz Kuru Arasındaki Nedensellik İlişkisinin Analizi: Granger Coherence Metodundan Yeni Kanıtlar
Remzi Gök, Erkan Kara
Eskişehir Osmangazi Üniversitesi İktisadi ve İdari Bilimler Dergisi (2021) Vol. 16, Iss. 2, pp. 427-445
Open Access | Times Cited: 11
Cross-Border Spillover of Imported Sovereign Risk to China: key factors identification based on XGBoost-SHAP explainable machine learning algorithm
Guifen Shi, Zimo Chen, Weichen Luo, et al.
Finance research letters (2024), pp. 106307-106307
Closed Access | Times Cited: 1
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